+16.5%
APH vs DT
-2.7%
+19.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +3.1% | +1.7% | +4.9% |
| 30D | -5.4% | -29.5% | +24.1% | -6.3% |
| 3M | -5.5% | -11.7% | +6.3% | -5.4% |
| 6M | +25.9% | +29.0% | -3.1% | +27.3% |
| YTD | +16.4% | +3.4% | +13.0% | +14.4% |
| 1Y | +16.5% | -4.2% | +20.7% | +15.5% |
| All | +16.5% | -2.7% | +19.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling